+528.8%
APP vs ECL
+48.6%
+480.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.0% | +2.8% | +3.5% |
| 7D | +79.2% | -0.5% | +79.7% | +78.8% |
| 30D | +48.0% | +8.8% | +39.2% | +38.7% |
| 3M | +18.2% | +7.8% | +10.4% | +11.4% |
| 6M | -12.5% | +21.3% | -33.8% | -24.4% |
| YTD | -39.2% | +17.8% | -56.9% | -47.3% |
| 1Y | -33.9% | +21.1% | -54.9% | -44.2% |
| 3Y | +933.3% | +80.1% | +853.2% | +503.8% |
| 5Y | +295.9% | +40.5% | +255.4% | +125.6% |
| All | +528.8% | +48.6% | +480.2% | +257.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling